E-mini S&P 500 Future September 2024


Trading Metrics calculated at close of trading on 22-Aug-2024
Day Change Summary
Previous Current
21-Aug-2024 22-Aug-2024 Change Change % Previous Week
Open 5,619.50 5,642.00 22.50 0.4% 5,364.25
High 5,655.25 5,665.25 10.00 0.2% 5,586.25
Low 5,613.50 5,582.75 -30.75 -0.5% 5,347.75
Close 5,641.50 5,594.00 -47.50 -0.8% 5,578.25
Range 41.75 82.50 40.75 97.6% 238.50
ATR 84.45 84.31 -0.14 -0.2% 0.00
Volume 1,086,814 1,409,474 322,660 29.7% 6,416,867
Daily Pivots for day following 22-Aug-2024
Classic Woodie Camarilla DeMark
R4 5,861.50 5,810.25 5,639.50
R3 5,779.00 5,727.75 5,616.75
R2 5,696.50 5,696.50 5,609.00
R1 5,645.25 5,645.25 5,601.50 5,629.50
PP 5,614.00 5,614.00 5,614.00 5,606.25
S1 5,562.75 5,562.75 5,586.50 5,547.00
S2 5,531.50 5,531.50 5,579.00
S3 5,449.00 5,480.25 5,571.25
S4 5,366.50 5,397.75 5,548.50
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 6,219.50 6,137.50 5,709.50
R3 5,981.00 5,899.00 5,643.75
R2 5,742.50 5,742.50 5,622.00
R1 5,660.50 5,660.50 5,600.00 5,701.50
PP 5,504.00 5,504.00 5,504.00 5,524.50
S1 5,422.00 5,422.00 5,556.50 5,463.00
S2 5,265.50 5,265.50 5,534.50
S3 5,027.00 5,183.50 5,512.75
S4 4,788.50 4,945.00 5,447.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,665.25 5,536.50 128.75 2.3% 55.25 1.0% 45% True False 1,142,158
10 5,665.25 5,319.50 345.75 6.2% 63.50 1.1% 79% True False 1,235,617
20 5,665.25 5,120.00 545.25 9.7% 99.25 1.8% 87% True False 1,800,057
40 5,721.25 5,120.00 601.25 10.7% 80.75 1.4% 79% False False 1,720,236
60 5,721.25 5,120.00 601.25 10.7% 70.75 1.3% 79% False False 1,357,238
80 5,721.25 5,092.00 629.25 11.2% 65.50 1.2% 80% False False 1,018,901
100 5,721.25 5,019.75 701.50 12.5% 67.00 1.2% 82% False False 815,600
120 5,721.25 5,019.75 701.50 12.5% 63.75 1.1% 82% False False 679,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,016.00
2.618 5,881.25
1.618 5,798.75
1.000 5,747.75
0.618 5,716.25
HIGH 5,665.25
0.618 5,633.75
0.500 5,624.00
0.382 5,614.25
LOW 5,582.75
0.618 5,531.75
1.000 5,500.25
1.618 5,449.25
2.618 5,366.75
4.250 5,232.00
Fisher Pivots for day following 22-Aug-2024
Pivot 1 day 3 day
R1 5,624.00 5,624.00
PP 5,614.00 5,614.00
S1 5,604.00 5,604.00

These figures are updated between 7pm and 10pm EST after a trading day.

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